Blog Archives

Q&A time

October 23, 2016
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Q&A time

Someone sent me some questions by email, and I decided to answer some of them here. How important is it that I know and understand the underlying mathematical framework to forecasting methods? I understand conceptually how most of them work, but I feel as if I may benefit from truly understanding the math. The main benefit […]

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Tourism forecasting competition data as an R package

October 22, 2016
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Tourism forecasting competition data as an R package

The data used in the tourism forecasting competition, discussed in Athanasopoulos et al (2011), have been made available in the Tcomp package for R. The objects are of the same format as for Mcomp package containing data from the M1 and M3 competitions. Thanks to Peter Ellis for putting the package together. He has also […]

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GEFCom2017: Hierarchical Probabilistic Load Forecasting

October 14, 2016
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GEFCom2017: Hierarchical Probabilistic Load Forecasting

After the great success of the previous two energy forecasting competitions we have run (GEFCom2012 and GEFCom2014), we are holding another one, this time focused on hierarchical probabilistic load forecasting. Check out all the details over on Tao Hong’s blog. The previous GEFComs have led to some major advances in forecasting methodology, available via IJF papers by […]

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Come to Melbourne, even if not to Monash

October 12, 2016
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Come to Melbourne, even if not to Monash

The University of Melbourne is advertising for a “Professor in Statistics (Data Science)”. Melbourne (the city) is fast becoming a vibrant centre for data science and applied statistics, with more than 4700 people signed up for the Data Science Meetup Group, a thriving start-up scene, the group at Monash Business School (including Di Cook and […]

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Hadley Wickham Master R Developer course coming to Melbourne

October 5, 2016
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Hadley Wickham Master R Developer course coming to Melbourne

Hadley Wickham’s popular R developer course is coming to Melbourne on 12-13 December 2016. Bookings can be made via Eventbrite. Hadley, of course, is the developer of the wonderful tidyverse set of R packages including ggplot2, dplyr, tidyr, readr, purrr, tibble, and many more. He is the author of several books including the new “R for […]

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Call for forecasting workshops in Cairns, Australia

September 28, 2016
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Call for forecasting workshops in Cairns, Australia

The 37th annual International Symposium on Forecasting will be held in Cairns, Australia, from 25-28 June 2017. We plan to hold some workshops on Sunday 25 June, before the main conference. We are currently calling for workshop proposals. Proposals can be for a half-day or full-day workshop. As usual, there will be a Practitioner Track […]

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Eindhoven seminar on time series visualization

September 27, 2016
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Eindhoven seminar on time series visualization

I’m currently in the Netherlands for a few weeks, and I’ll be giving a seminar at the Data Science Centre in Eindhoven next Wednesday afternoon on “Visualization of big time series data”. Details follow. Date: 5 October 2016 Time: 12.30-13.30 Venue: Filmhuis, De Zwarte Doos, 2 Den Dolech, Eindhoven Registration is required but free. Please […]

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Forecast intervals for aggregates

September 14, 2016
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Forecast intervals for aggregates

A common problem is to forecast the aggregate of several time periods of data, using a model fitted to the disaggregated data. For example, you may have monthly data but wish to forecast the total for the next year. Or you may have weekly data, and want to forecast the total for the next four […]

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R package forecast v7.2 now on CRAN

September 9, 2016
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R package forecast v7.2 now on CRAN

I’ve pushed a minor update to the forecast package to CRAN. Some highlights are listed here. Plotting time series with ggplot2 You can now facet a time series plot like this: lungDeaths <- cbind(mdeaths, fdeaths) autoplot(lungDeaths, facets=TRUE) So autoplot.mts now behaves similarly to plot.mts Multi-step fitted values The fitted function has a new argument h […]

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R packages for forecast combinations

September 1, 2016
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R packages for forecast combinations

It has been well-known since at least 1969, when Bates and Granger wrote their famous paper on “The Combination of Forecasts”, that combining forecasts often leads to better forecast accuracy. So it is helpful to have a couple of new R packages which do just that: opera and forecastHybrid. opera Opera stands for “Online Prediction […]

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